Obtaining feasible solution and optimal load shedding in contingency - constrained unit commitment joint with reserve auction

This paper focuses on finding the feasible and the optimal solution of security constraint unit commitment problem. The proposed day-ahead algorithm clears actual power and reserve auction simultaneously and obtains feasible solution in contingency case. In equivalent linear expression of the problem, shedding costs are used to avoid divergence and resolve congestion problem. The new terms of inequalities, which are introduced to avoid infeasibility, leads problem to obtain optimal solution. Mixed Integer Linear Programming (MILP) is used to minimize the total energy dispatch cost in 24 hours of a day. Numerical examples show that the proposed joint auction model can clear energy and ancillary services bids simultaneously while minimizing the total operating cost and satisfying transmission security constraints.